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Keep your Prayer merc you get in Act 2 normal.
You will not need a holy freeze merc because your main skill is frozen orb, which freezes everyone allready. Prayer is nice though if you get occasionaly hit by ranged atackers. If you look closely to the guide you mentioned, Socialism's Orb-it-all'er, he recommends prayer merc.
If I play a Sorceress that specializes in Cold, I like the Might Guard as mercenary (Act II NM Offensive). Might means he does more physial damage, which makes it easier to kill CI monsters, plus more damage means he steals more life, so he survives better.
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